From 8206424bf46b5ff04b4694aa21f3bc110279a4a1 Mon Sep 17 00:00:00 2001
From: Danilo Galisteu <danilogalisteu@gmail.com>
Date: Sun, 22 Sep 2024 12:06:39 -0300
Subject: [PATCH] added test for algo.CorporateActions

---
 tests/test_algos.py | 39 +++++++++++++++++++++++++++++++++++++++
 1 file changed, 39 insertions(+)

diff --git a/tests/test_algos.py b/tests/test_algos.py
index e6ea784..ec7379b 100644
--- a/tests/test_algos.py
+++ b/tests/test_algos.py
@@ -2302,3 +2302,42 @@ def test_hedge_risk_pseudo_over():
     assert c1.position == 100
     assert c2.position == -5
     assert c3.position == -5
+
+
+def test_corporate_actions():
+    dts = pd.date_range("2010-01-01", periods=3)
+
+    data = pd.DataFrame(index=dts, columns=["c1", "c2"], data=100)
+    divs = pd.DataFrame(index=dts, columns=["c1", "c2"], data=0.0)
+    divs.loc[dts[1], "c1"] = 2.0
+    splits = pd.DataFrame(index=dts, columns=["c1", "c2"], data=1.0)
+    splits.loc[dts[2], "c2"] = 10.0
+
+    algo = algos.CorporateActions(divs, splits)
+
+    s = bt.Strategy("s", children=["c1", "c2"])
+    s.setup(data)
+    s.adjust(20000)
+
+    s.update(dts[0])
+    s.allocate(10000, "c1", update=True)
+    s.allocate(10000, "c2", update=True)
+
+    assert algo(s)
+    assert s.capital == 0
+    assert s["c1"].position == 100
+    assert s["c2"].position == 100
+
+    s.update(dts[1])
+
+    assert algo(s)
+    assert s.capital == 100 * 2.0
+    assert s["c1"].position == 100
+    assert s["c2"].position == 100
+
+    s.update(dts[2])
+
+    assert algo(s)
+    assert s.capital == 100 * 2.0
+    assert s["c1"].position == 100
+    assert s["c2"].position == 100 * 10.0